I just collected some. They are really hard to find, I discovered, since most of the seed cases are empty at any given time. Underneath the trailing stems you will find the spent, brown flowers. Hold a paper plate under them and pick them off. Carefully open each one to see extremely tiny seeds come out. Most will be empty. All you need is a few to get hundreds of seeds.

susanzone5
Thank you for the speedy reply.I went right out after reading your post and have now collected a fair bit of seed already.You were right about a lot of them being empty,thats what I was finding before my post I guess.I can see now that the pods need to be a little more plump,which I did find underneath the trailing stems.
Good job,you have really helped me here,as I want to grow lots of this again next year.Mine is sapphire blue and is really great in my container garden.
Thanks again, Mollyzone5